Merge branch 'lev-exchange' into lev-freqtradebot
This commit is contained in:
Sam Germain
commit
02521b4010
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@ -41,8 +41,8 @@ class Binance(Exchange):
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"""
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return order['type'] == 'stop_loss_limit' and (
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side == "sell" and stop_loss > float(order['info']['stopPrice']) or
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side == "buy" and stop_loss < float(order['info']['stopPrice'])
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(side == "sell" and stop_loss > float(order['info']['stopPrice'])) or
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(side == "buy" and stop_loss < float(order['info']['stopPrice']))
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)
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@retrier(retries=0)
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@ -55,11 +55,12 @@ class Binance(Exchange):
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:param side: "buy" or "sell"
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"""
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# Limit price threshold: As limit price should always be below stop-price
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limit_price_pct = order_types.get(
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'stoploss_on_exchange_limit_ratio',
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0.99 if side == 'sell' else 1.01
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)
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rate = stop_price * limit_price_pct
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limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
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if side == "sell":
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# TODO: Name limit_rate in other exchange subclasses
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rate = stop_price * limit_price_pct
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else:
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rate = stop_price * (2 - limit_price_pct)
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ordertype = "stop_loss_limit"
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@ -1597,8 +1597,7 @@ class Exchange:
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:param pair: The base/quote currency pair being traded
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:nominal_value: The total value of the trade in quote currency (collateral + debt)
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"""
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raise OperationalException(
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f"{self.name.capitalize()}.get_max_leverage has not been implemented.")
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return 1.0
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@retrier
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def set_leverage(self, leverage: float, pair: Optional[str]):
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@ -1606,6 +1605,10 @@ class Exchange:
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Set's the leverage before making a trade, in order to not
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have the same leverage on every trade
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"""
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if not self.exchange_has("setLeverage"):
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# Some exchanges only support one collateral type
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return
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try:
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self._api.set_leverage(symbol=pair, leverage=leverage)
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except ccxt.DDoSProtection as e:
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@ -57,11 +57,11 @@ class Ftx(Exchange):
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Limit orders are defined by having orderPrice set, otherwise a market order is used.
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"""
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limit_price_pct = order_types.get(
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'stoploss_on_exchange_limit_ratio',
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0.99 if side == "sell" else 1.01
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)
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limit_rate = stop_price * limit_price_pct
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limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
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if side == "sell":
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limit_rate = stop_price * limit_price_pct
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else:
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limit_rate = stop_price * (2 - limit_price_pct)
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ordertype = "stop"
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@ -55,8 +55,8 @@ class Kraken(Exchange):
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orders = self._api.fetch_open_orders()
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order_list = [(x["symbol"].split("/")[0 if x["side"] == "sell" else 1],
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x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
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# Don't remove the below comment, this can be important for debugging
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x["remaining"] if x["side"] == "sell" else x["remaining"] * x["price"],
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# Don't remove the below comment, this can be important for debugging
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# x["side"], x["amount"],
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) for x in orders]
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for bal in balances:
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@ -96,7 +96,10 @@ class Kraken(Exchange):
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if order_types.get('stoploss', 'market') == 'limit':
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ordertype = "stop-loss-limit"
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limit_price_pct = order_types.get('stoploss_on_exchange_limit_ratio', 0.99)
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limit_rate = stop_price * limit_price_pct
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if side == "sell":
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limit_rate = stop_price * limit_price_pct
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else:
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limit_rate = stop_price * (2 - limit_price_pct)
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params['price2'] = self.price_to_precision(pair, limit_rate)
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else:
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ordertype = "stop-loss"
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@ -144,13 +147,13 @@ class Kraken(Exchange):
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for pair, market in self.markets.items():
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info = market['info']
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leverage_buy = info['leverage_buy'] if 'leverage_buy' in info else []
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leverage_sell = info['leverage_sell'] if 'leverage_sell' in info else []
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leverage_buy = info.get('leverage_buy', [])
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leverage_sell = info.get('leverage_sell', [])
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if len(leverage_buy) > 0 or len(leverage_sell) > 0:
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if leverage_buy != leverage_sell:
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logger.warning(
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f"The buy({leverage_buy}) and sell({leverage_sell}) leverage are not equal"
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"{pair}. Please let freqtrade know because this has never happened before"
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"for {pair}. Please notify freqtrade because this has never happened before"
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)
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if max(leverage_buy) < max(leverage_sell):
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leverages[pair] = leverage_buy
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@ -9,19 +9,18 @@ from tests.conftest import get_patched_exchange
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from tests.exchange.test_exchange import ccxt_exceptionhandlers
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@pytest.mark.parametrize('limitratio,exchangelimitratio,expected,side', [
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(None, 1.05, 220 * 0.99, "sell"),
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(0.99, 1.05, 220 * 0.99, "sell"),
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(0.98, 1.05, 220 * 0.98, "sell"),
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(None, 0.95, 220 * 1.01, "buy"),
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(1.01, 0.95, 220 * 1.01, "buy"),
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(1.02, 0.95, 220 * 1.02, "buy"),
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@pytest.mark.parametrize('limitratio,expected,side', [
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(None, 220 * 0.99, "sell"),
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(0.99, 220 * 0.99, "sell"),
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(0.98, 220 * 0.98, "sell"),
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(None, 220 * 1.01, "buy"),
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(0.99, 220 * 1.01, "buy"),
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(0.98, 220 * 1.02, "buy"),
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])
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def test_stoploss_order_binance(
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default_conf,
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mocker,
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limitratio,
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exchangelimitratio,
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expected,
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side
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):
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@ -47,7 +46,7 @@ def test_stoploss_order_binance(
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amount=1,
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stop_price=190,
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side=side,
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order_types={'stoploss_on_exchange_limit_ratio': exchangelimitratio}
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order_types={'stoploss_on_exchange_limit_ratio': 1.05}
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)
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api_mock.create_order.reset_mock()
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@ -168,11 +168,11 @@ def test_get_balances_prod(default_conf, mocker):
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@pytest.mark.parametrize('ordertype', ['market', 'limit'])
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@pytest.mark.parametrize('side,limitratio,adjustedprice', [
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("buy", 0.99, 217.8),
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("sell", 1.01, 222.2),
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@pytest.mark.parametrize('side,adjustedprice', [
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("sell", 217.8),
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("buy", 222.2),
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])
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def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, limitratio, adjustedprice):
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def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, adjustedprice):
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api_mock = MagicMock()
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order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
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@ -189,10 +189,15 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, limitratio
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'kraken')
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order = exchange.stoploss(pair='ETH/BTC', amount=1, stop_price=220, side=side,
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order_types={'stoploss': ordertype,
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'stoploss_on_exchange_limit_ratio': limitratio
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})
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order = exchange.stoploss(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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side=side,
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order_types={
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'stoploss': ordertype,
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'stoploss_on_exchange_limit_ratio': 0.99
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})
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assert 'id' in order
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assert 'info' in order
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@ -201,7 +206,9 @@ def test_stoploss_order_kraken(default_conf, mocker, ordertype, side, limitratio
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if ordertype == 'limit':
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assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_LIMIT_ORDERTYPE
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assert api_mock.create_order.call_args_list[0][1]['params'] == {
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'trading_agreement': 'agree', 'price2': adjustedprice}
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'trading_agreement': 'agree',
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'price2': adjustedprice
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}
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else:
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assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
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assert api_mock.create_order.call_args_list[0][1]['params'] == {
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